Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-24 00:00:00+00:00 0.509618 0.568740 0.634738 0.714417 0.808740 0.917766 1.054690
2024-12-01 00:00:00+00:00 0.419717 0.489057 0.571409 0.677899 0.814182 0.985944 1.224181
2024-12-08 00:00:00+00:00 0.360526 0.433455 0.524124 0.647680 0.815870 1.043538 1.387765
2024-12-15 00:00:00+00:00 0.331577 0.410144 0.512019 0.657899 0.868808 1.175738 1.684364
2024-12-22 00:00:00+00:00 0.313305 0.397621 0.511243 0.681693 0.942929 1.351797 2.098288
2024-12-29 00:00:00+00:00 0.293948 0.381045 0.502246 0.691440 0.996655 1.507089 2.529580
2025-01-05 00:00:00+00:00 0.276631 0.365243 0.492069 0.697194 1.044010 1.661552 3.017919
2025-01-12 00:00:00+00:00 0.259057 0.347257 0.476478 0.691847 1.071069 1.785143 3.494343
2025-01-19 00:00:00+00:00 0.238358 0.322917 0.448864 0.663331 1.052291 1.815901 3.769805
2025-01-26 00:00:00+00:00 0.228197 0.313420 0.443106 0.670280 1.098944 1.990197 4.499742
2025-02-02 00:00:00+00:00 0.219445 0.305296 0.438610 0.678551 1.149173 2.185770 5.415423
2025-02-09 00:00:00+00:00 0.208471 0.292898 0.426060 0.670850 1.165977 2.309080 6.192794
2025-02-16 00:00:00+00:00 0.199269 0.283025 0.417436 0.670456 1.200512 2.493568 7.380752
2025-02-23 00:00:00+00:00 0.185946 0.265734 0.395045 0.641815 1.169475 2.499708 7.872917
2025-03-02 00:00:00+00:00 0.174383 0.250651 0.375407 0.616581 1.142469 2.511244 8.421938
2025-03-09 00:00:00+00:00 0.169801 0.246668 0.374574 0.627871 1.201035 2.788050 10.641232
2025-03-16 00:00:00+00:00 0.167419 0.246107 0.379586 0.651283 1.293134 3.207612 14.520501
2025-03-23 00:00:00+00:00 0.163175 0.242126 0.378119 0.661131 1.353808 3.554947 18.890299
2025-03-30 00:00:00+00:00 0.158671 0.237424 0.374952 0.666972 1.405453 3.898061 24.497480
2025-04-06 00:00:00+00:00 0.153101 0.230568 0.367297 0.662208 1.427545 4.140677 30.205133
2025-04-13 00:00:00+00:00 0.145142 0.219183 0.350457 0.635518 1.383636 4.093764 32.023318
2025-04-20 00:00:00+00:00 0.141802 0.215750 0.348498 0.642158 1.437314 4.500806 43.619226
2025-04-27 00:00:00+00:00 0.138797 0.212744 0.347135 0.650006 1.496581 4.975901 62.160243